It can be made less annoying if you just use the challange/responce once to verify each new email address that send to the list. Reply back with a message that has a encoded url that verifies the email address as "ok" and also maybe have a way to reply to the message as an ok trigger. to quadruple the number of messages you are sending would be impossible. Worst case you would send two times as many messages assuming that there is never a repeat poster on the list.
it looks like this:

New_person@me.org sends an email to the list

The list notices that New_person@me.org has never been authed before.

It moves the message from the active queue to a hold queue

It adds a entry to the auth system db with the queue ID.

Generates a message to the sender with a url like http://mylist.org/authrequest/12314hb4ds54 and a tag in the message so he can reply to get auth and instructions.

New_person@me.org gets the auth request and clicks on the URL.

The auth DB is updated and the hold queue message is released, the "New_person@me.org" is placed in the authenticated db.

New_person@me.org sends another message to the list the mail server sees that the email address has been verified and the email is allowed through.

Daily a cron job rotates through the hold queue deleting mail that has been there for more than 1 week without being authenticated.

If that process puts too much load on your email server there is something wrong, There is no way that method could be more intensive than SpamAssasin or some other filter software.